Basically, liquefaction of coal indicates a technology where coal is reacted with hydrogen under high-temperature and high-pressure condition, to convert high-condensed hydrocarbon compounds having a small atomic ratio of hydrogen to carbon into light, medium and heavy oil components composed of low-molecular weight hydrocarbon compounds having an atomic ratio of hydrogen/carbon. Various methods have heretofore been proposed for the liquefaction of coal. One typical method comprises blending a finely pulverized coal with a solvent to give a slurry, adding a powdery iron oxide or iron sulfide to the slurry as a catalyst and liquefying the resulting slurry at a temperature of from 430.degree. to 460.degree. C. and under a pressure of from 150 to 250 kg/cm.sup.2 with the introduction of hydrogen. By the liquefying reaction, the hydrocarbon compounds constitution the coal receive hydrogen from the hydrogen-donating compounds in the solvent and from the hydrogen gas in the gaseous phase and are hydrogenolyzed and converted into liquid hydrocarbons. The liquid product thus formed is recovered as a coal-liquefied oil, while a part thereof, especially a part of the medium and heavy oil components (fractions of 220.degree. to 538.degree. C.), is recirculated as a solvent for the said coal-liquefying step, whereupon the recirculating solvent is hydrotreated so as to impart a hydrogen-donating capacity thereto. The hydrotreatment of such solvent is effected by introducing the medium and heavy oil components into a reactor column filled with a catalyst, together with hydrogen, and reacting the components with hydrogen under a high-temperature and a high-pressure. As the catalyst for the hydrotreatment, catalysts for purification of petroleum where a carrier of alumina, alumina-silica or the like carries a metal of Group VI of the Periodic Table such as molybdenum, tungsten or the like and a metal of Group VIII such as cobalt, nickel or the like have heretofore been employed. By the treatment, polycyclic aromatic compounds in the medium and heavy oil components are converted into partially hydrogenated aromatic compounds having a hydrogen-donating capacity such as tetralins, dihydroanthracenes, etc.
However, the noted conventional catalysts have a drawback that the solvent-hydrogenating capacity is insufficient and, in particular, the denitrogenation activity to the nitrogen components contained in the liquefaction and circulation solvent is insufficient. The nitrogen components consisting essentially of nitrogen gas are formed by the coal-liquefying reaction. As the nitrogen components do not have a hydrogen-donating capacity and a product-solubilizing capacity which are necessary for the coal liquefaction and circulation solvent, they often cause difficulty in stably operating the coal liquefaction for a long period of time. For this reason, a catalyst having an excellent denitrogenation activity capable of efficiently cleaving the carbon-nitrogen bond in the compounds contained in a coal liquefaction and circulation solvent having a high nitrogen content is desired.